﻿// * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * *
// Copyright (c) 2011, Dr. Masroor Ehsan
// All rights reserved.
// 
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are met:
//     * Redistributions of source code must retain the above copyright
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//     * Redistributions in binary form must reproduce the above copyright
//       notice, this list of conditions and the following disclaimer in the
//       documentation and/or other materials provided with the distribution.
//     * Neither the name of the author nor the
//       names of its contributors may be used to endorse or promote products
//       derived from this software without specific prior written permission.
// 
// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
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// (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
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using MaxTrader.IntradayQuotes.Core;
using Rhino.Etl.Core;
using Rhino.Etl.Core.Operations;

namespace MaxTrader.IntradayQuotes.Etl
{
    internal class ReduceQuotesOperation : NestedLoopsJoinOperation
    {
        protected override Row MergeRows(Row leftRow, Row rightRow)
        {
            if (leftRow == null)
            {
                var rightQuote = EtlAdapter.RowToQuote(null, rightRow);
                var qtfinal = new IntradayQuoteDetailed(null,
                                                        rightQuote.Symbol,
                                                        rightQuote.UtcTimeStamp,
                                                        rightQuote.Price,
                                                        rightQuote.CumulativeVolume,
                                                        0,
                                                        rightQuote.High,
                                                        rightQuote.Low);
                return EtlAdapter.QuoteToRow(qtfinal);
            }
            else
            {
                var leftQuote = EtlAdapter.RowToQuote(null, leftRow);
                var rightQuote = EtlAdapter.RowToQuote(null, rightRow);

                var volDiff = rightQuote.CumulativeVolume - leftQuote.CumulativeVolume;
                if (volDiff > 0)
                {
                    var qtfinal = new IntradayQuoteDetailed(null, rightQuote.Symbol, rightQuote.UtcTimeStamp,
                                                            rightQuote.Price,
                                                            rightQuote.CumulativeVolume,
                                                            volDiff, rightQuote.High, rightQuote.Low);
                    return EtlAdapter.QuoteToRow(qtfinal);
                }
            }
            return null;
        }

        protected override bool MatchJoinCondition(Row leftRow, Row rightRow)
        {
            return Equals(leftRow["Symbol"], rightRow["Symbol"]) ||
                   ((leftRow["Symbol"] == null) && (rightRow["Symbol"] != null));
        }

/*
        protected override void SetupJoinConditions()
        {
            //RightJoin.Left("Symbol").Right("Symbol");
            //LeftJoin.Left("Symbol").Right("Symbol");
            //FullOuterJoin.Left("Symbol").Right("Symbol");
            //InnerJoin.Left("Symbol").Right("Symbol");
        }
*/
    }
}